Brown, Aaron
Aaron is Group Risk Manager at AQR Capital
Management from 2007, based in Greenwich,
USA. Prior to this he was the Executive Director
of Risk Methodology at Morgan Stanley in New
York from 2004 where he focused on assessing
credit risk.
Aaron has over 25 years of work experience. He
has also worked at Citigroup, Rabobank
Nederland, J. P. Morgan, Lepercq, de Neuflize
Risk Knowledge Network, Inc.
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Risk Who's Who™
and Prudential Insurance, and taught finance at Fordham University and
Yeshiva University. He has been a trader, portfolio manager, head of
mortgage securities, risk manager and professor.
In 2005 Aaron was named Financial Educator of the Year by the readers of
Wilmott Quantitative Finance Magazine.
Aaron’s book The Poker Face of Wall Street (Wiley’06) explores the links
between gambling and investing (selected as one of the top ten books of
2006 by Business Week). He has contributed chapters to five recent
quantitative finance books. He writes a regular column in Wilmott. He
frequently presents at risk and quantitative finance conferences and
contributes to the professional literature.
Aaron serves on the editorial board of GARP is a member of the National
Book Critics Circle.
Aaron has an SB degree in Applied Mathematics from Harvard University,
ABD in Finance and MBA in Finance and Statistics from the U. of Chicago
GSB.